+172.2%
CVX vs MTB
+103.4%
+68.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | +10.7% | -4.6% | +15.3% | +12.0% |
| 3M | +15.5% | +6.3% | +9.2% | +13.4% |
| 6M | +14.9% | +15.6% | -0.7% | +9.9% |
| YTD | +44.2% | +20.6% | +23.7% | +35.9% |
| 1Y | +43.5% | +22.5% | +21.0% | +34.4% |
| 3Y | +45.0% | +114.4% | -69.5% | +14.8% |
| 5Y | +172.2% | +101.9% | +70.3% | +99.5% |
| All | +172.2% | +103.4% | +68.7% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling